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Westwood Salient Enhanced Midstream Income ETF MDST

i

Market dataready · fetched 2026-11-12T00:59:00.391Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.00232095Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:59:00.070170+00:00

Share price$28.24
1D+0.9%
AH$27.90$28.00$28.10$28.19$28.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDST
Sold putSold callAH

Westwood Salient Enhanced Midstream Income ETF options

Live interpolated MDST call and put midpoint premiums by absolute delta.Westwood Salient Enhanced Midstream Income ETF$0.49$0.61$0.73$0.85$0.97$26.50$27.28$28.05$28.83$29.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MDST spot · $28.24MDST PRICE$0.50$0.50$0.50$0.52$0.55$0.59$0.62$0.50$0.51$0.53$0.56$0.58$0.63$0.71$0.79$0.86$0.94
Puts——
Calls——
Skew——
Implied moveBearish±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2195.5%12.5%
25Δ31.0481.2%11.7%26.3074.1%8.7%
30Δ30.2066.8%8.7%27.0360.1%6.2%
35Δ29.3952.6%5.8%27.4153.0%4.9%
40Δ28.8843.8%4.1%27.7945.8%3.7%
45Δ28.6539.9%3.4%28.0840.8%2.8%
50Δ28.4336.1%2.7%28.2738.8%2.4%
55Δ28.2032.2%2.0%28.4636.8%2.0%
60Δ28.6534.8%1.6%
65Δ28.8432.8%1.2%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.21
IV
95.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
31.04
IV
81.2%
B/E move
11.7%
Puts
Pseudo strike
26.30
IV
74.1%
B/E move
8.7%

30Δ

Calls
Pseudo strike
30.20
IV
66.8%
B/E move
8.7%
Puts
Pseudo strike
27.03
IV
60.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
29.39
IV
52.6%
B/E move
5.8%
Puts
Pseudo strike
27.41
IV
53.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
28.88
IV
43.8%
B/E move
4.1%
Puts
Pseudo strike
27.79
IV
45.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
28.65
IV
39.9%
B/E move
3.4%
Puts
Pseudo strike
28.08
IV
40.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
28.43
IV
36.1%
B/E move
2.7%
Puts
Pseudo strike
28.27
IV
38.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
28.20
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
28.46
IV
36.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.65
IV
34.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.84
IV
32.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.17%
Daily EOD
MDST26.7%27.6%28.4%2026-10-19: 27.43%2026-10-21: 26.83%2026-10-22: 28.15%2026-10-23: 26.84%2026-10-26: 27.64%2026-10-27: 27.81%2026-10-28: 28.27%2026-10-30: 27.17%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.43%
26.83%
28.15%
26.84%
27.64%
27.81%
28.27%
27.17%